Just how important is David Hume? He's the first modern empirical psychologist who anticipates William James by a century. He's also the first modern philosopher to extol experience alone as paramount to understanding human behavior as the first in the long line of Pragmatic philosophers. He's also the first modern philosopher to employ exclusively the scientific method of Francis Bacon and Isaac Newton as paradigmatic. He's the second (after Francis Hutcheson) to instantiate a naturalist and intuitionist ethic known as benevolent or sentimentalist theory. And besides which, he's one of the few major philosophers who is accessible to the general public.
But as accessible as Hume is, it's always helpful to have a reliable commentary to bring out the subtle nuances of a particular philosopher. Thus was A. E. Taylor to Plato, J. H. Randall to Aristotle, Brian Davies to Thomas Aquinas, and Norman Kemp Smith to David Hume. Written in the first-third of the 20thC., this artful and insightful commentary on Hume's basic writings, especially of Hume's "Treatise on Human Nature," is indispensable. Long out of print, Macmillan has corrected the deficit and reissued this important study that covers the antecedents, writings, and subsequent influence of David Hume.
Kemp's thesis is that one cannot understand Hume's project without first understanding Hume's moral epistemology and the ascendent influence of Hutcheson in forming it. Ironically, Hume's moral epistemology isn't made manifest until Part III of his youthful "Treatise," after dealing first with cognition and second the passions. Hume's method is entirely pragmatic in that experience alone, as opposed to a priori speculation, or even induction, is the sole means of understanding human cognition, belief, passions, and morals. Kemp also illustrates Hume's extreme method to avoid both dogmatism and skepticism, the two horns of the philosophers' dilemma that produce a quixotic approach that is uniquely Hume's. Consequently, Kemp's interpretation of Hume comes across as less an empricist and more rigorously a populizer of the "vulgar" in a non-philosophical sense. The only substantive subject Kemp omits is Hume's criticism of religion as superstition, but this omission is somewhat obvious and trivial in light of its natural consequence of Hume's overall experientialist, non-ratiocinative project.
Kemp's style, clarity, and incisiveness match his subject's. He spent thirty years pondering David Hume's thought and writings, and it wasn't until his insight about Hume's moral epistemology that everything came together for him as a coherent whole. And as tendentious as Kemp's thesis is, it's fully documented and carefully executed, so that even the skeptic must concede Kemp's invaluable contribution. Still, the omission concerning the "Dialogues Concerning Natural Religion" is lamentable, if only because it is of particular importance to Hume's experientialist project. An excellent alternative and complementary commentary, "Cognition and Commitment: Hume's Philosophy," by Dan Garrett is a more current, and a very different, approach. Both are very highly recommended.